Anic Equity¶

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Total return since start: 0.579 %¶

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Equity now: -----------------------------> 48246.38 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46044.64 Kr¶

PnL: ---------------------------------------> -2177.61 Kr¶

DD now: ---------------------------------> -7.348 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 14:18:27.085483'

Anic Portfolio¶

Today¶

Return: -0.464 %¶

This Week¶

Return: -0.464 %¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Total¶

Return: 57.946 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -9.620000 824.850000 126.850000 18.170000 698.000040
VBG GROUP B 4 -3.560000 650.000000 42.000000 6.910000 608.000000
Stillfront Group 38 -2.250000 709.460000 23.460000 3.420000 686.000016
Nordisk Bergteknik B 130 -2.720000 4186.000000 22.000000 0.530000 4163.999970
Tobii Dynavox 109 -1.950000 2735.900000 13.900000 0.510000 2721.999993
Tietoevry 2 -1.570000 651.200000 13.200000 2.070000 638.000000
Vitec Software Group B 1 -1.930000 493.800000 8.800000 1.810000 485.000000
MEKO 13 -2.280000 1558.700000 4.700000 0.300000 1554.000006
G5 Entertainment 3 -0.840000 570.000000 -2.000000 -0.350000 572.000001
SKF A 3 -4.060000 588.600000 -4.400000 -0.740000 593.000001
Mycronic 3 -3.140000 646.800000 -5.200000 -0.800000 651.999999
SKF B 3 -4.220000 588.750000 -7.250000 -1.220000 596.000001
ASSA ABLOY B 2 -1.450000 503.200000 -10.800000 -2.100000 514.000000
Embracer Group B 14 -4.910000 675.500000 -13.500000 -1.960000 689.000004
Loomis 6 -2.090000 2024.400000 -18.600000 -0.910000 2043.000000
Addnode Group B 6 -3.530000 688.800000 -20.200000 -2.850000 709.000002
Husqvarna A 7 -3.430000 611.100000 -21.900000 -3.460000 632.999997
Fastighetsbolag. Emilshus Pref 21 -1.720000 539.700000 -22.300000 -3.970000 562.000005
ACQ Bure SPAC 36 -0.310000 3466.800000 -23.200000 -0.660000 3489.999984
Husqvarna B 7 -3.380000 611.800000 -28.200000 -4.410000 639.999997
Rejlers B 6 -2.270000 930.000000 -32.000000 -3.330000 961.999998
Avanza Bank Holding 2 -6.680000 478.000000 -33.000000 -6.460000 511.000000
Collector Bank 29 -6.230000 1192.190000 -41.810000 -3.390000 1233.999996
Arion Banki SDB 61 -2.190000 655.140000 -41.860000 -6.010000 697.000030
Swedbank A 3 -3.690000 575.100000 -42.900000 -6.940000 618.000000
ITAB Shop Concept 56 -6.630000 646.240000 -44.760000 -6.480000 691.000016
Norva24 Group 12 -2.150000 360.000000 -47.250000 -11.600000 407.250000
Lagercrantz Group B 5 -3.710000 557.500000 -49.500000 -8.150000 607.000000
Dustin Group 18 -4.610000 610.920000 -59.080000 -8.820000 669.999996
Mips 1 -3.120000 468.500000 -60.500000 -11.440000 529.000000
Nordea Bank Abp 30 -4.120000 3696.600000 -66.400000 -1.760000 3762.999990
AFRY 3 -2.920000 518.700000 -76.300000 -12.820000 594.999999
Viaplay Group B 4 -5.660000 946.000000 -91.000000 -8.780000 1037.000000
Fastighetsbolaget Emilshus B 23 6.410000 574.890000 -120.110000 -17.280000 694.999993
RVRC Holding 17 -3.950000 545.700000 -137.300000 -20.100000 683.000007
Beijer Alma B 9 -2.900000 1809.000000 -145.000000 -7.420000 1953.999999
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 0.000000 695.200000 -297.800000 -29.990000 992.999997
Camurus 16 -3.230000 3545.600000 -592.400000 -14.320000 4138.000000
TOTAL 46044.640000 -2177.610000 -7.34771% 48222.250041

Updated:¶

'2023-03-13 14:18:40.671656'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶